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Lobachevskii Journal of Mathematics, 2003, том 12, страницы 11–39
(Mi ljm107)
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Эта публикация цитируется в 1 научной статье (всего в 1 статье)
Convergence for step line processes under summation of random indicators and models of market pricing
A. N. Chuprunova, O. V. Rusakovb a N. G. Chebotarev Research Institute of Mathematics and Mechanics, Kazan State University
b St. Petersburg State University, Department of Mathematics and Mechanics
Аннотация:
Functional limit theorems for random step lines and random broken lines defined by sums of iid random variables with replacements are obtained and discussed. Also we obtained functional limit
theorems for integrals of such random processes. We use our results to study a number of models of the financial market.
Образец цитирования:
A. N. Chuprunov, O. V. Rusakov, “Convergence for step line processes under summation of random indicators and models of market pricing”, Lobachevskii J. Math., 12 (2003), 11–39
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/ljm107 https://www.mathnet.ru/rus/ljm/v12/p11
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Страница аннотации: | 211 | PDF полного текста: | 74 | Список литературы: | 36 |
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